-5.6%
XLC vs DAL
+52.2%
-57.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +0.1% |
| 7D | +4.9% | +8.8% | -3.9% | +3.7% |
| 30D | -5.8% | +5.4% | -11.2% | -6.6% |
| 3M | -5.4% | -4.9% | -0.5% | -5.1% |
| 6M | -10.2% | +19.8% | -30.0% | -12.4% |
| YTD | -10.2% | +27.0% | -37.2% | -13.4% |
| 1Y | -5.6% | +52.5% | -58.1% | -10.9% |
| All | -5.6% | +52.2% | -57.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling